-18.8%
IBM vs PCG
-19.4%
+0.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.5% |
| 7D | -2.5% | -1.1% | -1.5% | -2.6% |
| 30D | +8.4% | +0.1% | +8.3% | +8.4% |
| 3M | +4.5% | -24.4% | +28.9% | +3.8% |
| 6M | +7.9% | -17.7% | +25.5% | +7.9% |
| YTD | -15.2% | -17.4% | +2.2% | -15.7% |
| All | -18.8% | -19.4% | +0.6% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling